+378.0%
IOVA vs CAPR
+47.4%
+330.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.3% | -9.7% | -1.6% |
| 7D | -41.3% | +43.2% | -84.4% | -41.7% |
| 30D | -38.5% | +14.7% | -53.2% | -38.7% |
| 3M | +99.5% | +113.9% | -14.4% | +96.1% |
| 6M | +126.0% | -73.4% | +199.3% | +126.6% |
| YTD | +218.7% | -69.1% | +287.8% | +218.9% |
| 1Y | +378.0% | +47.2% | +330.8% | +372.7% |
| All | +378.0% | +47.4% | +330.6% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling